Hey @Emilie!
The time format used across The Events Calendar is inherited from the time format in your general WordPress settings.
So, I would recommend first heading to Settings > General in your wp-admin. Look for the “Time Format” settings as shown in this screenshot:

1. What are these time format options set to, currently?
2. Does changing them affect the display of times on the front-end of your events?
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Let me know what you find for items #1 and #2 here – if the answer to #2 is NO, then can you then proceed to number #3, as follows:
3. Share your system information with us, which you can do by following the steps here: https://theeventscalendar.com/knowledgebase/sharing-sys-info/.
Thank you!
George